行情订阅

大约 16 分钟

push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

订阅股票行情

PushClient.subscribe_quote(symbols)

取消方法

PushClient.unsubscribe_quote(symbols)

说明

股票行情的订阅与取消接口，返回的数据为实时更新，即每次价格或挂单数据更新就会有数据推送回调接口返回结果类型为基本行情 QuoteBasicData (tigeropen.push.pb.QuoteBasicData_pb2.QuoteBasicData) 对象，最优报价 QuoteBBOData (tigeropen.push.pb.QuoteBasicData_pb2.QuoteBBOData) 对象

本接口为异步返回，使用PushClient.quote_changed 响应基本行情 QuoteBasicData 对象；使用 PushClient.quote_bbo_changed 响应最优报价 QuoteBBOData 对象

参数

参数名	类型	描述
symbols	list[str]	证券代码列表，如 ['AAPL', 'BABA']，英文代码应使用大写

取消方法参数

参数名	类型	描述
symbols	list[str]	证券代码列表，如 ['AAPL', 'BABA']

返回数据

股票行情回调数据全部字段参考：行情推送数据

CAUTION

股票行情回调数据有两种类型：交易数据和盘口数据，两种类型数据返回的字段不一样

示例

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.push.pb.QuoteBBOData_pb2 import QuoteBBOData
from tigeropen.push.pb.QuoteBasicData_pb2 import QuoteBasicData
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

#定义回调方法
def on_quote_changed(frame: QuoteBasicData):
    """行情基本数据回调
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """行情最优报价，ask/bid 
    """
    print(f'quote bbo changed: {frame}')
  
# 绑定回调方法
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅
push_client.subscribe_quote(['AAPL', 'BABA'])

# 取消订阅
push_client.unsubscribe_quote(['AAPL', 'BABA'])
# 断开连接, 会取消所有订阅
push_client.disconnect()

回调数据示例

tigeropen.push.pb.QuoteBasicData_pb2.QuoteBasicData 数据示例：

symbol: "00700"
type: BASIC
timestamp: 1677742483530
serverTimestamp: 1677742483586
avgPrice: 365.37
latestPrice: 363.8
latestPriceTimestamp: 1677742483369
latestTime: "03-02 15:34:43"
preClose: 368.8
volume: 12674730
amount: 4630947968
open: 368.2
high: 369
low: 362.4
marketStatus: "交易中"
mi {
  p: 363.8
  a: 365.37
  t: 1677742440000
  v: 27300
}

tigeropen.push.pb.QuoteBasicData_pb2.QuoteBBOData 数据示例：

symbol: "01810"
type: BBO
timestamp: 1677741267291
serverTimestamp: 1677741267329
askPrice: 12.54
askSize: 397600
askTimestamp: 1677741266304
bidPrice: 12.52
bidSize: 787400
bidTimestamp: 1677741266916

订阅期权行情

参数

参数名	类型	描述
symbols	list[str]	由期权四要素组成, 空格分隔，分别是：标的代码，过期日(YYYYMMDD)，行权价，期权类型(看涨CALL/看跌PUT)

回调数据

需通过push_client.quote_changed绑定回调方法，回调方法同股票

示例push_client.subscribe_option(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT']) 或 push_client.subscribe_quote(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT'])

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#定义回调方法
def on_quote_changed(frame: QuoteBasicData):
    """行情基本数据回调
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """行情最优报价，ask/bid 
    """
    print(f'quote bbo changed: {frame}')

# 绑定回调方法
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅期权行情
push_client.subscribe_option(['AAPL 20240119 155.0 PUT', 'SPY 20221118 386.0 CALL'])


# 取消订阅
push_client.unsubscribe_quote(['AAPL 20240119 155.0 PUT', 'SPY 20221118 386.0 CALL'])
# 断开连接， 会取消所有订阅
push_client.disconnect()

订阅期货行情

参数

参数名	类型	描述
symbols	`list[str]`	期货标的列表，如 'CLmain', 'ES2209'

回调数据

需通过push_client.quote_changed绑定回调方法，回调方法同股票

示例

push_client.subscribe_future(['CLmain', 'CN2209'])
# 或
push_client.subscribe_quote(['VIXmain', 'ES2209'])

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#定义回调方法
def on_quote_changed(frame: QuoteBasicData):
    """行情基本数据回调
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """行情最优报价，ask/bid 
    """
    print(f'quote bbo changed: {frame}')

# 绑定回调方法
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed6

# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅期货行情
push_client.subscribe_future(['BTCmain', 'CLmain'])


# 取消订阅
push_client.unsubscribe_quote(['BTCmain', 'CLmain'])
# 断开连接
push_client.disconnect()

回调数据示例 基础行情

symbol: "BTCmain"
type: BASIC
timestamp: 1677571147018
avgPrice: 23562.4
latestPrice: 23355
latestPriceTimestamp: 1677571045000
latestTime: "02-28 01:57:25 -0600"
preClose: 23445
volume: 900
open: 23585
high: 23710
low: 23350
marketStatus: "交易中"
tradeTime: 1677571045000
preSettlement: 23445
minTick: 5
mi {
  p: 23355
  a: 23562.4
  t: 1677571020000
  v: 3
  o: 23350
  h: 23355
  l: 23350
}

最优报价

symbol: "BTCmain"
type: BBO
timestamp: 1677571147018
askPrice: 23365
askSize: 3
askTimestamp: 1677571147018
bidPrice: 23355
bidSize: 1
bidTimestamp: 1677571141150

订阅深度行情

Push_client.subscribe_depth_quote(symbols)

取消方法

PushClient.unsubscribe_depth_quote(symbols)

说明

订阅深度行情，支持股票（美股/港股）、期权（美股/港股）和期货。美股深度行情推送频率为300ms，港股深度行情推送频率为2s，返回最高40档的买卖盘挂单数据, 返回的数据为实时更新，即挂单数据更新就会有数据推送。本接口为异步返回，使用PushClient.quote_depth_changed 响应深度行情 QuoteDepthData (tigeropen.push.pb.QuoteDepthData_pb2.QuoteDepthData) 对象；

参数

参数名	类型	描述
symbols	`list[str]`	证券代码列表，如 `['AAPL', 'BABA', 'ESmain', 'AAPL 20240209 180.0 CALL']`

取消方法参数

参数名	类型	描述
symbols	`list[str]`	证券代码列表，如 `['AAPL', 'BABA']`

示例

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#定义回调方法
def on_quote_depth_changed(frame: QuoteDepthData):
    print(f'quote depth changed: {frame}')
    # 打印价格
    print(f'ask price: {frame.ask.price}')
    # 第一档价格
    print(f'ask price item 0: {frame.ask.price[0]}')

    
#绑定回调方法
push_client.quote_depth_changed = on_quote_depth_changed
  
# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅深度行情
push_client.subscribe_depth_quote(['AMD', 'MSFT'])


# 取消订阅
push_client.unsubscribe_depth_quote(['AMD', 'MSFT'])
# 断开连接， 会取消所有订阅
push_client.disconnect()

回调数据 tigeropen.push.pb.QuoteDepthData_pb2.QuoteDepthData

CAUTION

此接口最多只会推送买卖前 40 档数据

数据结构如下：

字段	类型	说明
symbol	string	股票标的
timestamp	long	深度数据时间
ask OrderBook	卖盘数据
bid	OrderBook	买盘数据

OrderBook的数据结构如下：

字段	类型	说明
price	`list[float]`	每档价格
volume	`list[int]`	挂单量
orderCount	`list[int]`	订单数（只有港股有）
exchange	string	期权数据源（只有期权有值），如果price或volume为0，表示这个数据源的报价已失效。枚举值详见：期权交易所
time	long	期权交易所挂单时间戳只有期权有值）

回调数据示例

深度行情 items 数据示例，相邻档位价格可能一样，其中 count 是可选的

symbol: "00700"
timestamp: 1677742734822
ask {
  price: 363.8
  price: 364
  price: 364.2
  price: 364.4
  price: 364.6
  price: 364.8
  price: 365
  price: 365.2
  price: 365.4
  price: 365.6
  volume: 26900
  volume: 14800
  volume: 15200
  volume: 31500
  volume: 15800
  volume: 7700
  volume: 29400
  volume: 6300
  volume: 6000
  volume: 5500
  orderCount: 27
  orderCount: 20
  orderCount: 19
  orderCount: 22
  orderCount: 14
  orderCount: 10
  orderCount: 20
  orderCount: 12
  orderCount: 10
  orderCount: 11
}
bid {
  price: 363.6
  price: 363.4
  price: 363.2
  price: 363
  price: 362.8
  price: 362.6
  price: 362.4
  price: 362.2
  price: 362
  price: 361.8
  volume: 9400
  volume: 19900
  volume: 35300
  volume: 74200
  volume: 26300
  volume: 16700
  volume: 22500
  volume: 21100
  volume: 40500
  volume: 5600
  orderCount: 16
  orderCount: 23
  orderCount: 36
  orderCount: 79
  orderCount: 30
  orderCount: 32
  orderCount: 31
  orderCount: 34
  orderCount: 143
  orderCount: 26
}

订阅逐笔成交数据

Push_client.subscribe_tick(symbols)

取消方法

PushClient.unsubscribe_tick(symbols)

说明

逐笔成交订阅推送接口是异步接口，通过实现 PushClient.tick_changed 接口可以获得异步请求结果。由于tick数据需要处理压缩格式，回调数据类型与其他行情不同，不是原始的protobuf类型，而是转换后的 tigeropen.push.pb.trade_tick.TradeTick 股票和期货均使用该方法。

逐笔推送频率为200ms，采用快照方式推送，每次推送最新的50条逐笔记录。

参数

参数名	类型	描述
symbols	list[str]	证券代码列表，如 ['AAPL', 'BABA']

取消方法参数

参数名	类型	描述
symbols	list[str]	证券代码列表，如 ['AAPL', 'BABA']

示例

from tigeropen.push.pb.trade_tick import TradeTick
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# 订阅回调方法
def on_tick_changed(data: TradeTick):
    print(f'tick changed: {data}')

    
#绑定回调方法
push_client.tick_changed = on_tick_changed   
  
# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅逐笔成交数据
push_client.subscribe_tick(['AMD', 'MSFT'])
# 订阅期货逐笔
push_client.subscribe_tick(['HSImain', 'CNmain'])


time.sleep(10)
# 取消订阅
push_client.unsubscribe_tick(['AMD', 'MSFT'])
# 断开连接，会取消所有订阅
push_client.disconnect()

回调数据 tigeropen.push.pb.trade_tick.TradeTick

TradeTick数据结构如下：

字段	类型	说明
symbol	str	股票标的、期货标的
secType	str	STK/FUT
quoteLevel	str	数据来自的行情权限级别（对于美股，usQuoteBasic的逐笔数据量比usStockQuote的要少）；期货没有级别区分
timestamp	int	数据时间戳
ticks	`list[TradeTickItem]`	逐笔成交数据集合

ticks的数据结构如下：

字段	类型	说明
sn	int	逐笔序号
volume	int	成交量
tickType	str	*表示不变，+表示涨，-表示跌（期货逐笔没有）
price	double	成交价
time	int	交易时间戳
cond	str	每笔数据的成交条件列表，如果数组为空表示当前批量的每笔都为自动对盘成交（期货逐笔没有）
partCode	str	每笔交易的交易所code（仅美股股票）
partName	str	每笔交易的交易所名（仅美股股票）

回调数据示例

symbol: "00700"
type: "-+"
sn: 37998
priceBase: 3636
priceOffset: 1
time: 1677742815311
time: 69
price: 0
price: 2
volume: 500
volume: 100
quoteLevel: "hkStockQuoteLv2"
timestamp: 1677742815776
secType: "STK"

订阅全量逐笔成交数据

Push_client.subscribe_tick(symbols)

取消方法

PushClient.unsubscribe_tick(symbols)

说明

逐笔成交订阅推送接口是异步接口，通过实现 PushClient.full_tick_changed 接口可以获得异步请求结果。回调对象 tigeropen.push.pb.TickData_pb2.TickData

参数

参数名	类型	描述
symbols	`list[str]`	证券代码列表，如 `['AAPL', 'BABA']`

同时，修改配置 client_config.use_full_tick = True, 开启全量 tick 模式, 并在 PushClient 初始化时传入 client_config=client_config

取消方法参数

参数名	类型	描述
symbols	`list[str]`	证券代码列表，如 `['AAPL', 'BABA']`

示例

from tigeropen.push.pb.TickData_pb2 import TickData
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
client_config.use_full_tick = True
# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), client_config=client_config)

# 订阅回调方法
def on_full_tick_changed(frame: TickData):
    print(f'full tick changed: {frame}')

    
#绑定回调方法
push_client.full_tick_changed = on_full_tick_changed
  
# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅逐笔成交数据
push_client.subscribe_tick(['AMD', 'MSFT', '00700'])
# 订阅期货逐笔
push_client.subscribe_tick(['HSImain', 'CNmain'])


time.sleep(10)
# 取消订阅
push_client.unsubscribe_tick(['AMD', 'MSFT'])
# 断开连接，会取消所有订阅
push_client.disconnect()

回调数据 tigeropen.push.pb.TickData_pb2.TickData

TickData 数据结构如下：

字段	类型	说明
symbol	str	股票标的、期货标的
source	str	STK/FUT
timestamp	int	数据时间戳
ticks	`list[Tick]`	逐笔成交数据集合

ticks 每一项 Tick 的数据结构如下：

字段	类型	说明
sn	int	逐笔序号
volume	int	成交量
type	str	*表示不变，+表示涨，-表示跌（期货逐笔没有）
price	double	成交价
time	int	交易时间戳
partCode	str	每笔交易的交易所code（仅美股股票）

回调数据示例

symbol: "NVDA"
ticks {
  sn: 2381
  time: 1712669401076
  price: 874.1
  volume: 10
  type: "*"
  partCode: "t"
}
ticks {
  sn: 2382
  time: 1712669401076
  price: 874.1
  volume: 11
  type: "*"
  partCode: "t"
}
ticks {
  sn: 2383
  time: 1712669401076
  price: 874.1
  volume: 3
  type: "*"
  partCode: "t"
}
timestamp: 1712669403808
source: "NLS"

订阅分钟K线数据

PushClient.subscribe_kline(symbols=None)

取消方法

PushClient.unsubscribe_kline(symbols)

说明订阅股票的分钟K线数据。（需联系平台开通后使用)

请求参数

参数	类型	说明
symbols	list[str]	股票代码列表

对应回调接口 Need to use PushClient.kline_changed to respond to the return result

订阅示例

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

def on_kline_changed(frame: KlineData):
    print(f'kline changed: {frame}')
    
push_client.kline_changed = on_kline_changed

push_client.connect(client_config.tiger_id, client_config.private_key)

symbols = ['AAPL']

push_client.subscribe_kline(symbols)

回调结果示例

{
  "time":"1712584560000",
  "open":168.9779,
  "high":169.0015,
  "low":168.9752,
  "close":169.0,
  "avg":168.778,
  "volume":"3664",
  "count":114,
  "symbol":"AAPL",
  "amount":617820.6508,
  "serverTimestamp":"1712584569746"
}

订阅股票行情榜单数据

PushClient.subscribe_stock_top(market, indicators=None)取消方法PushClient.unsubscribe_stock_top(market, indicators=None)

说明

订阅股票的行情榜单数据，非交易时间不推送，推送间隔为30s，每次推送订阅指标Top30的标的数据。推送接口是异步回调，通过实现ApiComposeCallback接口可以获得异步请求结果。回调接口返回结果类型为StockTopData对象。各指标数据按指标值倒排序。

支持美国和香港市场股票指标的订阅，盘中数据榜单有StockRankingIndicator所有指标，美股盘前盘后只有涨幅(changeRate)和5分钟涨幅(changeRate5Min)两个指标的榜单数据

参数

参数名	类型	是否必填	描述
market	str or Market enum	Yes	市场，支持 HK, US
indicators	`list[tigeropen.common.consts.StockRankingIndicator]`	No	股票榜单指标，默认为全部指标，参考枚举 StockRankingIndicator的值(changeRate:当天涨幅; changeRate5Min:5分钟涨幅; turnoverRate:换手率; amount:当日成交额; volume:当日成交量; amplitude:当日振幅)

回调数据

需通过push_client.stock_top_changed绑定回调方法

StockTopData数据结构如下：

字段	类型	说明
market	str	市场:US/HK
timestamp	int	时间戳
topData	`list[TopData]`	各指标榜单数据列表

TopData的数据结构如下：

字段	类型	说明
targetName	str	指标名(changeRate, changeRate5Min, turnoverRate, amount, volume, amplitude)
item	`list[StockItem]`	该指标维度下的榜单数据列表

StockItem的数据结构如下：

字段	类型	说明
symbol	str	标的
latestPrice	float	最新价
targetValue	float	对应指标值

示例

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import OptionRankingIndicator, StockRankingIndicator
from tigeropen.push.pb.StockTopData_pb2 import StockTopData
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#定义回调方法
def on_stock_top_changed(frame: StockTopData):
    print(f'stock top changed: {frame}')

# 绑定回调方法
push_client.stock_top_changed = on_stock_top_changed

# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅
push_client.subscribe_stock_top("HK", [StockRankingIndicator.Amount])

# 取消订阅
push_client.unsubscribe_stock_top("HK", [StockRankingIndicator.Amount])

回调数据示例

topData {
  targetName: "amount"
  item {
    symbol: "02800"
    latestPrice: 19.55
    targetValue: 3338633741
  }
  item {
    symbol: "00700"
    latestPrice: 338.8
    targetValue: 2950736047
  }
  item {
    symbol: "02828"
    latestPrice: 66.34
    targetValue: 1533436182
  }
  item {
    symbol: "09988"
    latestPrice: 85.2
    targetValue: 1396707122
  }
  item {
    symbol: "02269"
    latestPrice: 37.1
    targetValue: 1238930730
  }
  item {
    symbol: "03690"
    latestPrice: 127.9
    targetValue: 1167532142
  }
  item {
    symbol: "01211"
    latestPrice: 262.6
    targetValue: 716540400
  }
  item {
    symbol: "03033"
    latestPrice: 3.916
    targetValue: 629691374
  }
  item {
    symbol: "01357"
    latestPrice: 3.29
    targetValue: 589222680
  }
  item {
    symbol: "02318"
    latestPrice: 50.25
    targetValue: 572686837
  }
  item {
    symbol: "01299"
    latestPrice: 80.25
    targetValue: 510098294
  }
  item {
    symbol: "09888"
    latestPrice: 139.7
    targetValue: 504564066
  }
  item {
    symbol: "00388"
    latestPrice: 303.8
    targetValue: 488918091
  }
  item {
    symbol: "07226"
    latestPrice: 4.85
    targetValue: 477161727
  }
  item {
    symbol: "01398"
    latestPrice: 4.16
    targetValue: 459215853
  }
  item {
    symbol: "02331"
    latestPrice: 43.2
    targetValue: 439082885
  }
  item {
    symbol: "02015"
    latestPrice: 137.8
    targetValue: 407068273
  }
  item {
    symbol: "09618"
    latestPrice: 143.9
    targetValue: 389690725
  }
  item {
    symbol: "07552"
    latestPrice: 6.59
    targetValue: 387550625
  }
  item {
    symbol: "01024"
    latestPrice: 54.85
    targetValue: 350567971
  }
  item {
    symbol: "00981"
    latestPrice: 20.65
    targetValue: 349594737
  }
  item {
    symbol: "00386"
    latestPrice: 4.47
    targetValue: 347819789
  }
  item {
    symbol: "00883"
    latestPrice: 11.12
    targetValue: 320431605
  }
  item {
    symbol: "09868"
    latestPrice: 44.05
    targetValue: 292605044
  }
  item {
    symbol: "02020"
    latestPrice: 81.95
    targetValue: 285153726
  }
  item {
    symbol: "03968"
    latestPrice: 36.25
    targetValue: 273604906
  }
  item {
    symbol: "00939"
    latestPrice: 5.05
    targetValue: 270755731
  }
  item {
    symbol: "01088"
    latestPrice: 23.6
    targetValue: 265332533
  }
  item {
    symbol: "00020"
    latestPrice: 2.14
    targetValue: 256621941
  }
  item {
    symbol: "00941"
    latestPrice: 63.25
    targetValue: 248440129
  }
}

订阅期权行情榜单数据

PushClient.subscribe_option_top(market, indicators=None)取消方法PushClient.unsubscribe_option_top(market, indicators=None)

说明

订阅期权的行情榜单数据，非交易时间不推送，推送间隔为30s，每次推送订阅指标Top50的标的数据。推送接口是异步回调，通过实现ApiComposeCallback接口可以获得异步请求结果。回调接口返回结果类型为OptionTopData对象。其中异动大单为单笔成交量大于1000，按成交时间倒排序的数据，其他指标数据为交易日累计指标值的倒序数据。

支持美国市场期权指标的订阅，盘中数据榜单有OptionRankingIndicator所有指标。

参数

参数名	类型	是否必填	描述
market	str or Market enum	Yes	市场，支持 HK, US
indicators	`list[tigeropen.common.consts.OptionRankingIndicator]`	No	期权榜单指标，默认为全部指标，参考枚举OptionRankingIndicator的值(bigOrder:异动大单, volume:当日累计成交量, amount:当日累计成交额, openInt:未平仓量)

回调数据

需通过push_client.option_top_changed绑定回调方法

OptionTopData数据结构如下：

字段	类型	说明
market	string	市场:US
timestamp	long	时间戳
topData	`list[TopData]`	各指标榜单数据列表

TopData的数据结构如下：

字段	类型	说明
targetName	string	指标名(bigOrder, volume, amount, openInt)
bigOrder	`list[BigOrder]`	异动大单指标(bigOrder)数据列表
item	`list[OptionItem]`	该指标维度下的榜单数据列表

BigOrder的数据结构如下：

字段	类型	说明
symbol	str	股票ETF标的
expiry	str	过期日，格式：yyyyMMdd
strike	str	行权价
right	str	CALL/PUT
dir	str	买卖方向：BUY/SELL/NONE
volume	float	成交量
price	float	成交价
amount	float	成交额
tradeTime	int	成交时间戳

OptionItem的数据结构如下：

字段	类型	说明
symbol	str	股票ETF标的
expiry	str	过期日，格式：yyyyMMdd
strike	str	行权价
right	str	CALL/PUT
totalAmount	float	成交额
totalVolume	float	成交量
totalOpenInt	float	未平仓量
volumeToOpenInt	float	成交量/未平仓量
latestPrice	float	最新价
updateTime	int	指标数据更新时间戳

示例

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import OptionRankingIndicator
from tigeropen.push.pb.OptionTopData_pb2 import OptionTopData

client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#定义回调方法
def on_option_top_changed(frame: OptionTopData):
    print(f'option top changed: {frame}')

# 绑定回调方法
push_client.option_top_changed = on_option_top_changed

# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅
push_client.subscribe_option_top("US", [OptionRankingIndicator.Amount])

# 取消订阅
push_client.unsubscribe_option_top("US", [OptionRankingIndicator.Amount])

回调数据示例

{
    "market":"US",
    "timestamp":"1687277160445",
    "topData":[
        {
            "targetName":"volume",
            "item":[
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"435.0",
                    "right":"PUT",
                    "totalAmount":5394115,
                    "totalVolume":212478,
                    "totalOpenInt":16377,
                    "volumeToOpenInt":0.012467,
                    "latestPrice":0.25,
                    "updateTime":"1687277254390"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"436.0",
                    "right":"PUT",
                    "totalAmount":7754077,
                    "totalVolume":194423,
                    "totalOpenInt":13403,
                    "volumeToOpenInt":0.011408,
                    "latestPrice":0.58,
                    "updateTime":"1687277213603"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"437.0",
                    "right":"PUT",
                    "totalAmount":10420625,
                    "totalVolume":182078,
                    "totalOpenInt":13973,
                    "volumeToOpenInt":0.010683,
                    "latestPrice":1.17,
                    "updateTime":"1687277213602"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"438.0",
                    "right":"CALL",
                    "totalAmount":4482482,
                    "totalVolume":181899,
                    "totalOpenInt":961,
                    "volumeToOpenInt":0.010673,
                    "latestPrice":0.09,
                    "updateTime":"1687277213603"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"436.0",
                    "right":"CALL",
                    "totalAmount":7331667,
                    "totalVolume":150604,
                    "totalOpenInt":238,
                    "volumeToOpenInt":0.008837,
                    "latestPrice":0.66,
                    "updateTime":"1687277208599"
                }
                // ......
            ]
        },
        {
            "targetName":"amount",
            "item":[
                {
                    "symbol":"TSLA",
                    "expiry":"20230721",
                    "strike":"5.0",
                    "right":"CALL",
                    "totalAmount":34061561,
                    "totalVolume":1812,
                    "totalOpenInt":18,
                    "volumeToOpenInt":0.00023,
                    "latestPrice":259.99,
                    "updateTime":"1687276953360"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230721",
                    "strike":"500.0",
                    "right":"PUT",
                    "totalAmount":30877216,
                    "totalVolume":1960,
                    "volumeToOpenInt":0.000248,
                    "latestPrice":234.97,
                    "updateTime":"1687276953360"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230623",
                    "strike":"265.0",
                    "right":"CALL",
                    "totalAmount":27928028,
                    "totalVolume":66361,
                    "totalOpenInt":12928,
                    "volumeToOpenInt":0.008405,
                    "latestPrice":6.5,
                    "updateTime":"1687277264395"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230721",
                    "strike":"420.0",
                    "right":"CALL",
                    "totalAmount":21629503,
                    "totalVolume":11105,
                    "totalOpenInt":46931,
                    "volumeToOpenInt":0.000652,
                    "latestPrice":19.27,
                    "updateTime":"1687273142271"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230623",
                    "strike":"270.0",
                    "right":"CALL",
                    "totalAmount":17657903,
                    "totalVolume":61012,
                    "totalOpenInt":14302,
                    "volumeToOpenInt":0.007728,
                    "latestPrice":4.52,
                    "updateTime":"1687277254390"
                }
                // ......
            ]
        },
        {
            "targetName":"openInt",
            "item":[
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"10.0",
                    "right":"CALL",
                    "totalAmount":4933,
                    "totalVolume":750,
                    "totalOpenInt":340843,
                    "volumeToOpenInt":0.00022,
                    "latestPrice":0.1,
                    "updateTime":"1687276788220"
                },
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"10.0",
                    "right":"PUT",
                    "totalVolume":1,
                    "totalOpenInt":321814,
                    "latestPrice":6.2,
                    "updateTime":"1687276853278"
                },
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"4.0",
                    "right":"PUT",
                    "totalAmount":117982,
                    "totalVolume":2748,
                    "totalOpenInt":242101,
                    "volumeToOpenInt":0.000806,
                    "latestPrice":0.81,
                    "updateTime":"1687277034280"
                },
                {
                    "symbol":"ATVI",
                    "expiry":"20240119",
                    "strike":"85.0",
                    "right":"PUT",
                    "totalAmount":3500,
                    "totalVolume":26,
                    "totalOpenInt":230702,
                    "volumeToOpenInt":0.000016,
                    "latestPrice":7,
                    "updateTime":"1687274092822"
                },
                {
                    "symbol":"EEM",
                    "expiry":"20231215",
                    "strike":"47.0",
                    "right":"CALL",
                    "totalAmount":310,
                    "totalVolume":15,
                    "totalOpenInt":183054,
                    "volumeToOpenInt":0.000003,
                    "latestPrice":0.18,
                    "updateTime":"1687269619956"
                }
                // ......
            ]
        },
        {
            "targetName":"bigOrder",
            "bigOrder":[
                {
                    "symbol":"AMC",
                    "expiry":"20230818",
                    "strike":"10.0",
                    "right":"PUT",
                    "dir":"Buy",
                    "volume":1000,
                    "price":6.94,
                    "amount":694000,
                    "tradeTime":"1687276860753"
                },
                {
                    "symbol":"GLPI",
                    "expiry":"20230818",
                    "strike":"50.0",
                    "right":"CALL",
                    "dir":"Sell",
                    "volume":1094,
                    "price":1.2,
                    "amount":131280,
                    "tradeTime":"1687276744519"
                },
                {
                    "symbol":"AMD",
                    "expiry":"20230818",
                    "strike":"140.0",
                    "right":"CALL",
                    "dir":"Buy",
                    "volume":1700,
                    "price":3.25,
                    "amount":552500,
                    "tradeTime":"1687276467421"
                },
                {
                    "symbol":"AAPL",
                    "expiry":"20230915",
                    "strike":"185.0",
                    "right":"PUT",
                    "dir":"Sell",
                    "volume":1500,
                    "price":6.65,
                    "amount":997500,
                    "tradeTime":"1687276413267"
                },
                {
                    "symbol":"BABA",
                    "expiry":"20240119",
                    "strike":"75.0",
                    "right":"PUT",
                    "dir":"Sell",
                    "volume":1500,
                    "price":4.8,
                    "amount":720000,
                    "tradeTime":"1687276036749"
                }
                // ......
            ]
        }
    ]
}

查询已订阅的标的列表

PushClient.query_subscribed_quote()

说明

查询已订阅的标的列表

本接口为异步返回，需要使用PushClient.query_subscribed_callback响应返回结果

参数无

回调数据 需要使用PushClient.query_subscribed_callback响应返回结果

回调数据结构如下：

字段	类型	说明
limit	int	订阅行情标的（股票、期权、期货）限制最大数
used	int	已订阅行情标的（股票、期权、期货）数
subscribedSymbols	list	已订阅行情标的（股票、期权、期货）标的
askBidLimit	int	订阅深度行情股票限制最大数
askBidUsed	int	已订阅深度行情股票数
subscribedAskBidSymbols	list	已订阅深度行情股票标的
tradeTickLimit	int	订阅逐笔成交股票限制最大数
tradeTickUsed	int	已订阅逐笔成交股票数
subscribedTradeTickSymbols	list	已订阅逐笔成交股票标的

示例

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# 初始化PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

#定义回调方法
def query_subscribed_callback(data):
    """
    data example:
        {'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1, 'symbol_focus_keys': {'qqq': ['open', 'prev_close', 'low', 'volume', 'latest_price', 'close', 'high']},
         'subscribed_quote_depth_symbols': ['NVDA'], 'quote_depth_limit': 20, 'quote_depth_used': 1,
         'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3}
    """
    print(f'subscribed data:{data}')
    print(f'subscribed symbols:{data["subscribed_symbols"]}')
    

#绑定回调方法
push_client.query_subscribed_callback = query_subscribed_callback   
  
# 建立连接        
push_client.connect(client_config.tiger_id, client_config.private_key)

# 订阅行情
push_client.subscribe_quote(['QQQ'])
# 订阅深度行情
push_client.subscribe_depth_quote(['NVDA'])
push_client.subscribe_depth_quote(['HSImain'])

# 订阅tick数据
push_client.subscribe_tick(['QQQ'])
push_client.subscribe_tick(['HSImain'])

# 查询已订阅合约
push_client.query_subscribed_quote()

time.sleep(10)

回调数据示例

{'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1,
 'subscribed_ask_bid_symbols': ['NVDA'], 'ask_bid_limit': 20, 'ask_bid_used': 1,
 'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3
 }

行情订阅

# 订阅股票行情

# 订阅期权行情

# 订阅期货行情

# 订阅深度行情

# 订阅逐笔成交数据

# 订阅全量逐笔成交数据

# 订阅分钟K线数据

# 订阅股票行情榜单数据

# 订阅期权行情榜单数据

# 查询已订阅的标的列表

订阅股票行情

订阅期权行情

订阅期货行情

订阅深度行情

订阅逐笔成交数据

订阅全量逐笔成交数据

订阅分钟K线数据

订阅股票行情榜单数据

订阅期权行情榜单数据

查询已订阅的标的列表